Empiece

D-VWAP

VWAP + Candle LeverageWhat if you could extract more value from each trade based on your stop loss and entry, increasing your leverage safely? Could your winning trades be even more profitable? This indicator uses the VWAP (Volume Weighted Average Price) to calculate safe leverage per candle, allowing traders to maximize each trade within a defined stop loss. Actual profit remains variable depending on market movement and applied leverage. How signals appear and how leverage is determined L (green): signals that price crossed above the VWAP (potential long entry). S (red): signals that price crossed below the VWAP (potential short entry). Each crossover shows a label with “x”, indicating the theoretical safe leverage for that candle. How safe leverage is calculated: Long: close ÷ (close − candle low) Short: close ÷ (candle high − close) How leverage is applied: Identify the signal candle and record close, high, and low. Calculate the difference between the close price and the stop price (low for Long, high for Short). The percentage difference between these prices is our safe leverage: the smaller the difference, the higher the leverage possible, always respecting the stop loss. The “x” label shows this maximum leverage, protecting the position balance using the candle’s stop loss. Actual profit will still depend on market movement, but the stop loss is already defined and secure. Main benefits: Maximize trade potential with known stop loss Plan entries and position sizing safely Clearly visualize safe leverage per candle Simple, efficient, and educational Disclaimer: The indicator does not execute trades automatically and is not a full trading system. It is intended solely for educational purposes and safe leverage management.
Indicador Pine Script®
por oDouglasAlex
Session Dynamics & Pivot Overlay (Arjo)## **OVERVIEW** The **Session Dynamics & Pivot Overlay (Arjo)** is a visual analysis tool that displays session-based price ranges, anchored volume-weighted averages, daily pivot levels, and smoothed trend conditions on the chart. It highlights how price interacts with custom sessions, midpoint levels, and dynamic ranges, providing a structured visual layout that helps users observe market behavior over time without implying any form of prediction or trading signal. ## **CONCEPTS** This indicator incorporates several widely used analytical concepts: - **Session Ranges:** Identifies user-defined time windows and visually displays their high, low, and midpoint behavior throughout the session. - **VWAP (Morning Session):** Shows volume-weighted average price calculations for a defined morning period, assisting with visual comparison between price and weighted averages. - **Daily Pivot Levels:** Displays R1–R2, S1–S2, central pivot, and associated levels derived from prior daily price data. - **Trend Smoothing:** Uses SuperSmoother filtering and an additional EMA to highlight whether the smoothed trend is rising or falling. - **EMA + ATR Bands:** Plots a 20-period EMA with upper and lower ATR-derived bands to help visualize short-term price displacement relative to average true range. All of these elements are presented solely for structural and comparative chart analysis. ## **FEATURES** - **Custom Session Visualization:** Automatically draws session boxes, capturing the evolving high, low, and midpoint throughout the defined intraday window. - **Dynamic Midline Calculation:** A midpoint line is updated continuously during the session to visually anchor price within the session’s range. - **Morning Session VWAP:** Displays a dedicated VWAP line for the morning window with adjustable source and configuration options. - **Daily Pivot Lines:** Automatically plots pivot, BC/TC, R1–R2, and S1–S2 levels with customizable colors, widths, and line styles. - **Trend-Responsive Pivot Display:** Optionally toggles visibility of R2 or S2 depending on the direction of the smoothed trend. - **EMA + ATR Zones:** Renders a 20-EMA and ATR-based support/resistance zone using filled regions for enhanced visual clarity. - **Full Customization:** Multiple color, transparency, line-style, and display options allow users to adapt the presentation to their charting preferences. - **Overlay Compatible:** Designed to work directly on price charts without obstructing candles or other overlays. ## **HOW TO USE** Users can interact with the indicator entirely through the settings panel: - Adjust session timings to match preferred market hours or custom internal zones. - Enable or disable the display of pivot levels, VWAP, or the ATR/EMA zone. - Customize colors and line styles to improve visibility according to the chart background or personal preference. - Observe how price behaves relative to the session box, midpoint, VWAP, and pivot levels for contextual understanding. - Utilize the smoothed trend condition to see when the indicator chooses to display certain pivot extensions. These elements help users interpret chart structure, volatility, and intraday behavior in a visually organized manner. ## **CONCLUSION** The ** Session Dynamics & Pivot Overlay (Arjo) ** indicator offers a consolidated view of session structure, pivot levels, VWAP, and smoothed trend conditions. Its purpose is to improve visual clarity and assist users in understanding market context without issuing directives or trade suggestions. It functions as an educational tool that enhances chart interpretation and supports structured analysis. --- ## **DISCLAIMER** This indicator is for educational and visual analysis purposes only. It does not provide trading signals, financial advice, or guaranteed outcomes. Users should conduct their own research and consult a licensed financial professional when necessary. All trading decisions are solely the responsibility of the user. Happy Trading (Arjo)
Indicador Pine Script®
por ARJO_2019
VWAP Multi-Timeframe Pro [Eˣ]🎯 VWAP MULTI-TIMEFRAME PRO - The Institution's Favorite Indicator on Steroids The Volume Weighted Average Price (VWAP) is the most widely used indicator by institutional traders, market makers, and professional desks worldwide. While most traders only monitor the Daily VWAP, professionals track multiple timeframes simultaneously to identify high-probability support/resistance zones. This indicator brings institutional-grade multi-timeframe VWAP analysis to your chart. ═══════════════════════════════════════ ⚡ WHAT MAKES THIS SPECIAL ═══════════════════════════════════════ • 5 SIMULTANEOUS TIMEFRAMES: Daily, Weekly, Monthly, Quarterly, and Yearly VWAPs all visible at once • STANDARD DEVIATION BANDS: Statistical overbought/oversold zones (similar to Bollinger Bands for VWAP) • REAL-TIME POSITION ANALYSIS: Live table showing price position relative to each VWAP with percentage distance • SMART CROSS DETECTION: Automatic visual markers when price crosses key VWAP levels • OVERALL BIAS INDICATOR: Instant bullish/neutral/bearish reading based on VWAP alignment • FULLY CUSTOMIZABLE: Colors, widths, bands, labels - tailor everything to your style • COMPREHENSIVE ALERTS: Get notified for crosses, band touches, and key level interactions ═══════════════════════════════════════ 📚 UNDERSTANDING VWAP ═══════════════════════════════════════ What is VWAP? VWAP calculates the average price weighted by volume. Unlike simple moving averages, VWAP gives more weight to price levels where significant volume occurred. This makes it the "true average price" that institutions use to evaluate whether they're getting good fills. Why Institutions Love VWAP: - Algorithmic traders use VWAP as a benchmark for execution quality - Market makers use VWAP to determine fair value - Large funds use VWAP to minimize market impact when entering/exiting positions - Banks and brokers measure trading performance against VWAP The Multi-Timeframe Edge: When multiple timeframe VWAPs align or converge, they create powerful support/resistance zones where institutions are likely to defend positions or enter new ones. ═══════════════════════════════════════ 📊 HOW TO READ THE INDICATOR ═══════════════════════════════════════ VWAP LINES: - BLUE = Daily VWAP (resets each day) - PURPLE = Weekly VWAP (resets each week) - ORANGE = Monthly VWAP (resets each month) - RED = Quarterly VWAP (resets each quarter) - optional - MAROON = Yearly VWAP (resets each year) - optional PRICE POSITION: - Price ABOVE VWAP = Bullish territory, buyers in control - Price BELOW VWAP = Bearish territory, sellers in control - Price AT VWAP = Equilibrium, decision point STANDARD DEVIATION BANDS: - Upper Band = Potential resistance, overbought zone - Lower Band = Potential support, oversold zone - 1st Band (solid dots) = 1 standard deviation (68% of price action) - 2nd Band (crosses) = 2 standard deviations (95% of price action) CROSS MARKERS: - Triangles = Daily VWAP crosses - Diamonds = Weekly VWAP crosses - Squares = Monthly VWAP crosses POSITION TABLE: Shows real-time data for each active VWAP: - Value = Current VWAP price level - Position = Whether price is above (▲) or below (▼) with percentage distance - Bias = Overall market sentiment based on VWAP alignment ═══════════════════════════════════════ 💡 TRADING STRATEGIES ═══════════════════════════════════════ STRATEGY 1: MEAN REVERSION (Best for ranging markets) 1. Wait for price to reach upper or lower standard deviation bands 2. Look for reversal signals (candlestick patterns, divergence, etc.) 3. Enter trade expecting price to return to VWAP 4. Target = Opposite band or VWAP itself 5. Stop = Beyond the band or previous swing high/low Example: Price reaches lower daily band + bullish engulfing → Buy, target daily VWAP STRATEGY 2: TREND FOLLOWING (Best for trending markets) 1. Identify trend direction using higher timeframe VWAPs 2. Only take trades in direction of higher TF VWAPs 3. Enter on pullbacks to lower TF VWAP 4. Use VWAP as dynamic trailing stop Example: Price above Weekly + Monthly VWAP (bullish) → Wait for pullback to Daily VWAP → Buy with stop below Daily VWAP STRATEGY 3: CONFLUENCE ZONES (High probability setups) 1. Look for areas where multiple VWAPs converge (within 0.5-1%) 2. These create strong support/resistance zones 3. Trade bounces off confluence zones or breakouts through them 4. More VWAPs converging = stronger level Example: Daily, Weekly, and Monthly VWAP all at $100 → Very strong support/resistance STRATEGY 4: VWAP CROSSES (Momentum shifts) 1. Watch for price crossing multiple VWAPs simultaneously 2. Cross above multiple VWAPs = Bullish momentum shift 3. Cross below multiple VWAPs = Bearish momentum shift 4. Confirm with volume spike for stronger signal Example: Price crosses above Daily + Weekly VWAP on high volume → Strong buy signal STRATEGY 5: INSTITUTIONAL POSITIONING (For swing/position traders) 1. Focus on Weekly and Monthly VWAPs 2. These are where large institutions defend positions 3. Look for price action respect at these levels 4. Failed breaks often lead to explosive moves in opposite direction Example: Price tests Monthly VWAP 3 times and bounces → Strong buy zone ═══════════════════════════════════════ ⚙️ SETTINGS GUIDE ═══════════════════════════════════════ TIMEFRAMES SECTION: - Toggle each timeframe on/off based on your trading style - Customize colors to match your chart theme - Adjust line widths for better visibility (1-5) BANDS SECTION: - Show Standard Deviation Bands: Enable/disable bands - Band Multiplier: Default 1.0 (1 std dev). Increase to 1.5 or 2.0 for wider bands in volatile markets - Band Transparency: Adjust visibility (higher = more transparent) - Show 2nd Band Level: Enable 2 standard deviation bands for extreme zones - 2nd Band Multiplier: Default 2.0 (2 std dev) DISPLAY SECTION: - Show VWAP Labels: Display D/W/M/Q/Y labels on right side of chart - Mark VWAP Crosses: Show visual markers when price crosses VWAPs - Show Price Position Table: Display real-time position analysis table ═══════════════════════════════════════ 🎨 RECOMMENDED SETTINGS BY TRADING STYLE ═══════════════════════════════════════ DAY TRADERS / SCALPERS: - Enable: Daily + Weekly VWAP - Band Multiplier: 1.0 - Chart Timeframe: 1min, 5min, 15min - Focus: Quick mean reversion plays off Daily VWAP and bands SWING TRADERS: - Enable: Daily + Weekly + Monthly VWAP - Band Multiplier: 1.0 - 1.5 - Chart Timeframe: 1H, 4H, Daily - Focus: Trade in direction of Weekly/Monthly, enter at Daily VWAP POSITION TRADERS / INVESTORS: - Enable: Weekly + Monthly + Quarterly VWAP - Band Multiplier: 1.5 - 2.0 - Chart Timeframe: Daily, Weekly - Focus: Major support/resistance at Monthly/Quarterly levels ═══════════════════════════════════════ 🔔 ALERT SETUP GUIDE ═══════════════════════════════════════ This indicator includes 8 alert conditions: VWAP CROSS ALERTS: 1. Price Crossed Above Daily VWAP - Potential bullish momentum 2. Price Crossed Below Daily VWAP - Potential bearish momentum 3. Price Crossed Above Weekly VWAP - Stronger bullish signal 4. Price Crossed Below Weekly VWAP - Stronger bearish signal 5. Price Crossed Above Monthly VWAP - Major trend shift signal 6. Price Crossed Below Monthly VWAP - Major trend shift signal BAND ALERTS: 7. Price Reached Upper Band - Potential overbought, watch for reversal 8. Price Reached Lower Band - Potential oversold, watch for reversal How to Set Alerts: 1. Click the "Alert" button (clock icon) at top of chart 2. Select "VWAP Multi-Timeframe Pro" from Condition dropdown 3. Choose your desired alert condition 4. Set alert name and notification preferences 5. Click "Create" Pro Tip: Set multiple alerts for different conditions to catch all opportunities. For example, set alerts for both Daily and Weekly crosses to catch both short-term and intermediate-term setups. ═══════════════════════════════════════ 💎 ADVANCED TIPS & TRICKS ═══════════════════════════════════════ 1. THE VWAP MAGNET EFFECT Price tends to gravitate back toward VWAP, especially during the first hour of trading. Use this for quick scalps: when price deviates significantly from Daily VWAP in the morning, it often returns by mid-session. 2. OPENING RANGE + VWAP Combine VWAP with opening range high/low. When price breaks opening range while above VWAP = strong bullish setup. Breaking opening range while below VWAP = strong bearish setup. 3. VWAP RECLAIM/LOSS - "Reclaiming VWAP" (price moves back above after being below) = bullish signal - "Losing VWAP" (price moves back below after being above) = bearish signal These often mark intraday trend changes. 4. MULTI-TIMEFRAME ALIGNMENT When Daily, Weekly, AND Monthly VWAPs all point in same direction (all above or all below price), it indicates very strong trend. Trade WITH this alignment, not against it. 5. VWAP ANCHORING Note where each VWAP resets: - Daily = Midnight - Weekly = Monday open - Monthly = 1st of month - Quarterly = Jan 1, Apr 1, Jul 1, Oct 1 - Yearly = January 1st The first few days after a reset can show directional bias for the entire period. 6. VOLUME CONFIRMATION VWAP crosses are more reliable when accompanied by above-average volume. A cross on low volume may be a false signal. 7. BAND WALK In strong trends, price can "walk the bands" - staying near upper band in uptrends or lower band in downtrends. Don't blindly fade these; wait for actual reversal signals. 8. CONFLUENCE WITH OTHER INDICATORS Combine VWAP with: - Support/Resistance levels - Fibonacci retracements - Moving averages - Volume profile levels When VWAP aligns with other technical levels, the zone becomes even more significant. ═══════════════════════════════════════ ⚠️ IMPORTANT NOTES & LIMITATIONS ═══════════════════════════════════════ VWAP RESETS: VWAP is a cumulative calculation that resets at the start of each new period. This is standard VWAP behavior, not a bug. When you see a VWAP "jump" at midnight (Daily) or Monday open (Weekly), this is normal. EXTENDED HOURS: If your chart includes extended hours data, VWAP will include that data. For stocks, you may want to use regular hours only for cleaner VWAP levels. LOW VOLUME PERIODS: During very low volume periods (pre-market, holidays), VWAP may be less reliable as it can be easily skewed by a few large trades. CRYPTO MARKETS: Since crypto trades 24/7, Daily VWAP resets at midnight UTC (or your chart's timezone). Weekly VWAP resets Monday 00:00 UTC. NOT A STANDALONE SYSTEM: While VWAP is powerful, it should be part of a complete trading system including risk management, proper position sizing, and confirmation from other technical factors. ═══════════════════════════════════════ 📈 MARKET-SPECIFIC USAGE ═══════════════════════════════════════ STOCKS / EQUITIES: VWAP is most powerful in liquid stocks. Focus on Daily and Weekly VWAP. Institutional traders heavily use VWAP for large orders. Best during regular market hours. CRYPTO: Works excellent in major pairs (BTC, ETH) due to 24/7 volume. Use Daily for intraday, Weekly for swing trades. Be aware of timezone for VWAP reset. FOREX: Less commonly used but still effective in major pairs during liquid sessions (London/NY overlap). Focus on Daily and Weekly timeframes. FUTURES / INDICES: Highly effective in ES, NQ, and other liquid futures. Institutions use VWAP extensively. All timeframes relevant depending on trading style. ═══════════════════════════════════════ 🎓 LEARNING RESOURCES ═══════════════════════════════════════ To deepen your understanding of VWAP: - Study how market makers use VWAP for order execution - Research "VWAP algorithms" used by institutional traders - Practice identifying VWAP respect vs. rejection on historical charts - Paper trade VWAP strategies before using real capital - Observe how VWAP behaves in different market conditions (trending vs. ranging) ═══════════════════════════════════════ ✨ FINAL THOUGHTS ═══════════════════════════════════════ VWAP Multi-Timeframe Pro brings institutional-grade analysis to retail traders. By monitoring multiple timeframes simultaneously, you can see the same levels that big money is watching and make more informed trading decisions. Remember: VWAP is a tool, not a crystal ball. Use it as part of a comprehensive trading plan with proper risk management. The best traders use VWAP to understand WHERE institutions are positioned and HOW price is behaving relative to fair value. This is a free, professional-grade indicator with no ads, no upsells, and no gimmicks. If you find it valuable, please give it a like and follow for more quality indicators and trading tools. Happy trading, and may your VWAPs always be in your favor! 🎯 --- Disclaimer: This indicator is for educational purposes. Past performance does not guarantee future results. Always practice proper risk management and never risk more than you can afford to lose.
Indicador Pine Script®
por Exponential-X
Session VWAPs [cryptalent]This indicator provides a more granular and timely analysis of market structure compared to traditional daily Volume Weighted Average Price (VWAP). It splits the 24-hour trading day into four distinct, customizable sessions (T1, T2, T3, T4), calculating an independent Session VWAP and Standard Deviation Bands for each segment. 🌟 Key Features and Functionality 1. Segmented VWAP Calculation Purpose: To track the true Volume Weighted Average Price (Fair Value) specific to the participants and trading activities within different global market sessions (e.g., Asian, European, US sessions). Design: By default, the 24 hours (based on UTC time) are divided into T1 (00:00-06:00), T2 (06:00-12:00), T3 (12:00-20:00), and T4 (20:00-00:00). Mechanism: The VWAP calculation resets at the start of each designated session, offering a clearer, segment-specific view of market consensus and volume absorption. 2. Standard Deviation Bands Calculation: Each Session VWAP line is accompanied by upper and lower standard deviation bands. Control: The width of these bands is controlled by the user input "Band Multiplier" (default is 1.0, representing one standard deviation). Application: These bands measure the Volume-Weighted Volatility and define the expected "normal" trading range for the current session. - Price within the bands suggests consolidation or a normal auction process. - Price breaking out of the bands indicates strong directional momentum or an extreme/overbought/oversold condition for that specific session. 3. High Customization (User Inputs) Session Timing: All four session start and end times (in UTC) are customizable, allowing traders to align the indicator with specific market hours or individual trading strategies. Price Source: The source price used for the VWAP calculation is selectable (default is close). 💡 Trading Applications 1. Fair Value Identification: The VWAP line serves as the "Fair Value" or "Volume-Weighted Consensus Cost" for the active session. Price above VWAP: Buyers are in control during that session. Price below VWAP: Sellers are in control during that session. 2. Dynamic Support & Resistance: Both the VWAP and the Standard Deviation Bands often act as reliable dynamic support and resistance levels. 3. Volatility Assessment: The width of the bands reflects the volume-weighted volatility of the current session. Narrow bands suggest range-bound trading; wide bands imply strong directional activity. 4. Trend Strength: Sustained price action outside of the standard deviation bands is a key measure of the strength and commitment behind a current trend.
Indicador Pine Script®
por cryptalent
VWAP 1SD 2SD yasurferThis custom intraday indicator is designed to provide a detailed understanding of market equilibrium, volatility expansion, and trend structure by combining Session VWAP, Standard Deviation bands, and multi-timeframe EMAs. The script calculates cumulative volume-weighted price data throughout the trading day and automatically resets at the start of each new session. This ensures that the Session VWAP reflects only current-day trading activity, making it highly relevant for scalpers, day traders, and intraday swing setups. The ±2 Standard Deviation bands illustrate where price is statistically stretched. These zones often act as areas of exhaustion, liquidity grabs, or potential momentum continuation points. By tracking variance around VWAP, the indicator helps traders quickly identify whether price is trading within a normal distribution or pushing into extreme territory. A dynamic label displays the real-time percentage distance from VWAP, allowing traders to assess how far price has deviated from fair value. This is particularly useful for identifying overextended moves, mean-reversion opportunities, or breakout conditions. The addition of EMA 50, EMA 200, and EMA 325 provides structural trend context—helping traders evaluate higher-timeframe alignment and potential confluence with VWAP levels. Overall, this indicator enhances clarity, timing, and decision-making by blending statistical tools with traditional trend analysis.
Indicador Pine Script®
por j4ss86
Institutional VWAP Suite (Lite Compatible)The **Institutional VWAP Suite (Lite Compatible)** brings true institutional volume-weighted price analysis to every trader — even on TradingView Lite/Free accounts where standard VWAP tools are restricted. This script recreates the most important VWAP models used by banks, funds, and high-frequency desks, including: • **Daily VWAP** (exchange-accurate) • **Weekly VWAP** (manually accumulated) • **Monthly VWAP** (manually accumulated) • **Rolling Window VWAP** (array-based, fully Lite-compatible) All calculations avoid blocked functions like `ta.sum` or session-restricted VWAP calls. Everything is built manually from volume and price to ensure accuracy across all accounts and all markets. ### Features • Multi-timeframe VWAPs (Daily/Weekly/Monthly) • Manual Rolling VWAP with adjustable length • Optional VWAP bands (Lite-safe) • Clean visuals with color-coded levels • Optimized arrays for fast, stable performance • Free-tier compatible — no premium functions required This tool is designed for traders who want institutional structure, premium-level VWAP calculations, and consistent execution regardless of plan level. Perfect for scalpers, day traders, futures traders, and anyone who uses intraday volume profiles. ### Recommended Use • Map directional bias using Daily vs Weekly VWAP • Use Monthly VWAP for macro trend context • Track intraday mean reversion with Rolling VWAP • Use VWAP bands as dynamic support/resistance zones A simple, powerful, no-restrictions VWAP engine — built for everyone.
Indicador Pine Script®
por LawlessTrader
Hybrid -WinCAlgo/// 🇬🇧 Hybrid - WinCAlgo is a weighted composite oscillator designed to provide a more robust and reliable signal than the standard Relative Strength Index (RSI). It integrates four different momentum and volume metrics—RSI, Money Flow Index (MFI), Scaled CCI, and VWAP-RSI—into a single 0-100 oscillator. This powerful tool aims to filter market noise and enhance the detection of trend reversals by confirming momentum with trading volume and volume-weighted average price action. ⚪ What is this Indicator? The Hybrid Oscillator combines: * RSI (40% Weight): Measures fundamental price momentum. * VWAP-RSI (40% Weight): Measures the momentum of the Volume Weighted Average Price (VWAP), providing strong volume confirmation for trend strength. * MFI (10% Weight): Measures money flow volume, confirming momentum with liquidity. * Scaled CCI (10% Weight): Tracks market extremes and potential trend shifts, scaled to fit the 0-100 range. ⚪ Key Features * Composite Strength: Blends four different market factors for a multi-dimensional view of momentum. * Volume Integration: High weights on VWAP-RSI and MFI ensure that momentum signals are backed by trading volume. * Advanced Divergence: The robust formula significantly enhances the detection of Bullish and Bearish Divergences, often providing an earlier signal than traditional oscillators. * Customizable: Adjustable Lookback Length (N) and Individual Component Weights allow users to fine-tune the oscillator for specific assets or timeframes. * Visual Clarity: Uses 40/60 bands for earlier Overbought/Oversold indications, with a gradient-styled background for intuitive visual interpretation. ⚪ Usage Use Hybrid – WinCAlgo as your primary momentum confirmation tool: * Divergence Signals: Trust the indicator when it fails to confirm new price highs/lows; this signals imminent trend exhaustion and reversal. * Accumulation/Distribution: Look for the oscillator to rise/fall while the price is ranging at a bottom/top; this confirms hidden buying or selling (accumulation). * Overbought/Oversold: Use the 60 band as the trigger for potential selling/shorting signals, and the 40 band for potential buying/longing signals. * Noise Filter: Combine with a higher timeframe chart (e.g., 4H or Daily) to filter out gürültü (noise) and focus only on significant momentum shifts. ---
Indicador Pine Script®
por WinningCircle300
1
FAIRPRICE_VWAP_RDFAIRPRICE_VWAP_RD This script plots an **anchored VWAP (Volume Weighted Average Price)** that resets based on the user-selected anchor period. It acts as a dynamic “fair value” line that reflects where the market has actually transacted during the chosen period. FEATURES - Multiple anchor options: Session, Week, Month, Quarter, Year, Decade, Century, Earnings, Dividends, or Splits. - Intelligent handling of the “Session” anchor so it works correctly on both 1m (resets each new day) and 1D (continuous, non-resetting VWAP). - Manual VWAP calculation using cumulative(price * volume) and cumulative(volume), ensuring the line is stable and works on all timeframes. - Optional hiding of VWAP on daily or higher charts. - Offset input for horizontal shifting if desired. - VWAP provides a true “fair price” reference for trend, mean-reversion, and institutional-level analysis. PURPOSE This indicator solves the common problem of VWAP behaving incorrectly on higher timeframes, on synthetic data, or with unusual anchors. By implementing VWAP manually and allowing flexible reset conditions, it functions reliably as an institutional-style fair value benchmark across any timeframe.
Indicador Pine Script®
por ryandebraal
Moving VWAP-KAMA CloudMoving VWAP-KAMA Cloud Overview The Moving VWAP-KAMA Cloud is a high-conviction trend filter designed to solve a major problem with standard indicators: Noise. By combining a smoothed Volume Weighted Average Price (MVWAP) with Kaufman’s Adaptive Moving Average (KAMA), this indicator creates a "Value Zone" that identifies the true structural trend while ignoring choppy price action. Unlike brittle lines that break constantly, this cloud is "slow" by design—making it exceptionally powerful for spotting genuine trend reversals and filtering out fakeouts. How It Works This script uses a unique "Double Smoothing" architecture: The Anchor (MVWAP): We take the standard VWAP and smooth it with a 30-period EMA. This represents the "Fair Value" baseline where volume has supported price over time. The Filter (KAMA): We apply Kaufman's Adaptive Moving Average to the already smoothed MVWAP. KAMA is unique because it flattens out during low-volatility (choppy) periods and speeds up during high-momentum trends. The Cloud: Green/Teal Cloud: Bullish Structure (MVWAP > KAMA) Purple Cloud: Bearish Structure (MVWAP < KAMA) 🔥 The "Reversal Slingshot" Strategy Backtests reveal a powerful behavior during major trend changes, particularly after long bear markets: The Resistance Phase: During a long-term downtrend, price will repeatedly rally into the Purple Cloud and get rejected. The flattened KAMA line acts as a "concrete ceiling," keeping the bearish trend intact. The Breakout & Flip: When price finally breaks above the cloud with conviction, and the cloud flips Green, it signals a structural regime change. The "Slingshot" Retest: Often, immediately after this flip, price will drop back into the top of the cloud. This is the "Slingshot" moment. The old resistance becomes new, hardened support. The Rally: From this support bounce, stocks often launch into a sustained, multi-month bull run. This setup has been observed repeatedly at the bottom of major corrections. How to Use This Indicator 1. Dynamic Support & Resistance The KAMA Wall: When price retraces into the cloud, the KAMA line often flattens out, acting as a hard "floor" or "wall." A break of this wall usually signals a genuine trend change, not just a stop hunt. 2. Trend Confirmation (Regime Filter) Bullish Regime: If price is holding above the cloud, only look for Long setups. Bearish Regime: If price is holding below the cloud, only look for Short setups. No-Trade Zone: If price is stuck inside the cloud, the market is traversing fair value. Stand aside until a clear winner emerges. 3. Multi-Timeframe Versatility While designed for trend confirmation on higher timeframes (4H, Daily), this indicator adapts beautifully to lower timeframes (5m, 15m) for intraday scalping. On Lower Timeframes: The cloud reacts much faster, acting as a dynamic "VWAP Band" that helps intraday traders stay on the right side of momentum during the session. Settings Moving VWAP Period (30): The lookback period for the base VWAP smoothing. KAMA Settings (10, 10, 30): Controls the sensitivity of the adaptive filter. Cloud Transparency: Adjust to keep your chart clean. Alerts Included Price Cross Over/Under MVWAP Price Cross Over/Under KAMA Cloud Flip (Bullish/Bearish Trend Change) Tip for Traders This is not a signal entry indicator. It is a Trend Conviction tool. Use it to filter your entries from faster indicators (like RSI or MACD). If your fast indicator signals "Buy" but the cloud is Purple, the probability is low. Wait for the Cloud Flip
Indicador Pine Script®
por SovereignCharts
Volume weighted average price band strategy [Kevin-Patrick]VWAP Bands strategy, Credit VWAP Machine Learning Bands is an advanced indicator designed to enhance trading analysis by integrating VWAP with a machine learning-inspired adaptive smoothing approach. This tool helps traders identify trend-based support and resistance zones, predict potential price movements, and generate dynamic trade signals. Key Features Adaptive ML VWAP Calculation: Uses a dynamically adjusted SMA-based VWAP model with volatility sensitivity for improved trend analysis. Forecasting Mechanism: The 'Forecast' parameter shifts the ML output forward, providing predictive insights into potential price movements. Volatility-Based Band Adjustments: The 'Sigma' parameter fine-tunes the impact of volatility on ML smoothing, adapting to market conditions. Multi-Tier Standard Deviation Bands: Includes two levels of bands to define potential breakout or mean-reversion zones. Dynamic Trend-Based Colouring: The VWAP and ML lines change colour based on their relative positions, visually indicating bullish and bearish conditions. Custom Signal Detection Modes: Allows traders to choose between signals from Band 1, Band 2, or both, for more tailored trade setups. + Strategy setting by Kevin-Patrick
Estrategia Pine Script®
por Kevin-Patrick
Dynamic Fair-Value Ribbon Pro @darshakssc1. What This Indicator Is (In Simple Terms) The Dynamic Fair-Value Ribbon Pro is a visual tool that helps you see how price behaves around a statistically derived “fair-value zone”: A colored ribbon/cloud marks a central “fair” area. Areas above the ribbon are labeled as “Unfair High Zone”. Areas below the ribbon are labeled as “Unfair Low Zone”. A small state panel tells you where price currently sits relative to this ribbon. All calculations are based only on historical price, volume, and volatility. It does not predict future price, does not give buy/sell signals, and is not financial advice. 2. Adding the Indicator Open a chart on TradingView. Click on Indicators . Search for “Dynamic Fair-Value Ribbon Pro” . Click to add it to your chart. You will see: A cloud/ribbon around price. Colored bars when price is outside the ribbon. A panel in the top right describing the current state. 3. Core Concept: Fair vs Unfair Zones (Analytical Only) The indicator tries to answer a descriptive question: “Where is price trading relative to a historically derived central area?” It does this by: Calculating a central value (“fair mid”). Building a band around that mid. Coloring the chart depending on whether price is inside or outside that band. It is not claiming that: Price “must” return to the band. Price is “overvalued” or “undervalued”. Any state is good or bad. It is simply a visual classification tool . 4. Engine Modes — How the Ribbon Is Calculated Under “Fair-Value Engine” you can choose: 4.1 Mode 1: Range Looks back over a chosen number of bars (default: 100). Finds the highest high and lowest low in that window. Defines a central “slice” of that range as the fair-value ribbon : Range Mode: Lower Percent → bottom boundary of the slice (e.g., 30%). Range Mode: Upper Percent → top boundary of the slice (e.g., 70%). Effect: The ribbon represents a middle portion of the historical range . Above the ribbon = “Unfair High Zone” (analytical label only). Below the ribbon = “Unfair Low Zone”. This is purely statistical — it does not mean price is wrong or will revert. 4.2 Mode 2: VWAP + Stdev In this mode, the central value is based on VWAP : VWAP (Volume-Weighted Average Price) is used as the midline. A standard deviation envelope is built around VWAP: VWAP Mode: Stdev Multiplier controls how wide that envelope is. Effect: The ribbon shows where price is trading relative to a volume-weighted average . Again, areas above and below are just described as “unfair” zones in a visual, analytical sense , not a predictive one. 5. ATR Adaptive Width — Making the Ribbon React to Volatility Under “ATR Adaptive Width” : Use ATR Adaptive Width: On: the band width scales with volatility. Off: band width stays fixed based on Range or VWAP settings. ATR Length: how many bars to use for ATR. Reference ATR (% of price): a reference level for normal volatility. Min Width Scale / Max Width Scale: clamps the scaling so that the band doesn’t get too narrow or too wide. What this does (analytically): When volatility (ATR) is higher than the reference, the band can become wider . When volatility is lower , the band can become narrower . This is a mathematical rescaling only and does not imply any optimal levels or performance. 6. Visual Elements — What You See on the Chart 6.1 Fair-Value Ribbon (Cloud) The cloud between Fair Ribbon Low and Fair Ribbon High is the fair zone . Color can be changed via “Fair Ribbon Color” . 6.2 Midline If “Show Center Line” is enabled: A line runs through the middle of the ribbon. In Range mode, this is the average of the upper and lower band. In VWAP mode, it’s essentially the VWAP-based mid. This line is for visual reference only and makes no claims about support, resistance, or reversion. 6.3 Bar Colors Unfair High Zone: bars are colored with Unfair High Bar Color. Unfair Low Zone: bars are colored with Unfair Low Bar Color. Inside the ribbon: If “Fade Bars Inside Fair Zone” is ON, bars may be more faded/neutral. These colors are simply classification highlights ; they do not tell you what to do. 6.4 State Panel (Top Right) If “Show State Panel” is enabled, you’ll see a small box that displays: Current engine: Range or VWAP+Stdev. Current price state: Inside Ribbon (Fair Zone) Above Ribbon (Unfair High Zone) Below Ribbon (Unfair Low Zone) This is a quick summary of where price sits relative to the computed ribbon. 7. Typical Ways to Use It (Informational Only) The indicator can help you visually: See when price is spending time inside a historically defined central zone. Notice when price is frequently trading outside that zone. Compare different timeframes (e.g., 5m vs 1h vs 4h) to see how the fair zone shifts. Experiment with: Range length (shorter vs longer lookback). VWAP vs Range mode. ATR adaptation on/off. Important: Any interpretation of these visuals is entirely up to the user. The script does not tell you to buy, sell, hold, or do anything specific. 8. Limitations and Important Notes All calculations use past data only (price, volume, volatility). The ribbon does not guarantee: that price will revert, that zones will hold, or that any outcome will occur. There are no built-in signals such as “long/short” or automatic entries/exits. The script is best used as a supporting, visual layer alongside other tools or methods you choose. 9. Disclaimer This indicator is: Strictly informational and educational. Not a trading system or strategy. Not financial advice or a recommendation. Not guaranteed to be accurate, complete, or suitable for any specific purpose. Users should always perform their own research and due diligence. Past behavior of any visual pattern or zone does not guarantee future behavior.
Indicador Pine Script®
por darshakssc
Volume Weighted Average Price AdvancedVWAP (Advanced) with Multi‑Venue Aggregation and Historical Value Areas Core: Anchored VWAP with configurable anchor (session/week/month/quarter/year/decade/century or corporate events), offset, and up to three standard-deviation bands. Multi‑Venue Aggregation: Optionally pull price/volume from up to 5 additional exchanges/symbols (pair-matched by default). VWAP/σ are computed on the aggregated price*volume. Value Area Blocks: Each completed anchor draws a block from the chosen basis (±1σ or ±2σ) or an optional percentile-based range (default 20–80%). Blocks project to the exact next anchor boundary, or you can extend them to the latest bar. Prior-period VWAP lines are shown inside the blocks. Volume Gate: Optionally skip drawing prior blocks when the anchor’s aggregated volume is below a median/mean baseline times a multiplier. HTF Context: Optional higher-timeframe VWAP overlay; can filter the current VWAP/bands so they only show when aligned with the HTF VWAP. Venue Health: Label shows how many extra venues were included (non‑na) and median venue volume; flags divergence when primary volume is below venue median × threshold. Alerts: Price in current value area (VWAP ±1σ) and price crossing the most recent prior VWAP. Styling: Bands and fills are minimal; HTF VWAP is a distinct line; value-area blocks are shaded with prior VWAP lines inside. Configure via the grouped inputs: VWAP Settings, Additional Exchange Sources, Historical Value Areas, HTF Context, and Bands Settings.
Indicador Pine Script®
por w03
RSI VWAP EMA ON CHART1. Understand the components VWAP (Volume Weighted Average Price) Green: price is above VWAP → bullish trend Red: price is below VWAP → bearish trend Blue: price exactly at VWAP → neutral Acts as a dynamic trend line and support/resistance. 4 Moving Averages (MA1–MA4) Customizable lengths and type (SMA or EMA). Useful for trend confirmation and dynamic support/resistance. Typically: MA1 = fastest (short-term) MA4 = slowest (long-term) When price is above multiple MAs → strong bullish trend; below → bearish trend. RSI Overlay with VWAP Alignment RSI line normalized to price scale. Background shading indicates momentum aligned with VWAP trend: Green shading: RSI > 50 and price above VWAP → bullish momentum Red shading: RSI < 50 and price below VWAP → bearish momentum Gray areas: neutral or momentum does not align with VWAP. 2. Basic usage workflow Trend Confirmation Look at VWAP color: price above → bullish, below → bearish. Check RSI + VWAP shading: green confirms bullish momentum, red confirms bearish momentum. Check MA alignment: shorter MAs above longer MAs = stronger bullish trend; vice versa for bearish. Entry Signals (Scalping) Long (Buy) Setup Price above VWAP (green) RSI green shading (RSI > 50) Shorter MAs above longer MAs (trend support) Short (Sell) Setup Price below VWAP (red) RSI red shading (RSI < 50) Shorter MAs below longer MAs Exits / Stops Exit if price closes against VWAP trend (e.g., price drops below VWAP during a bullish trade). Use nearest MA support/resistance as stop-loss or take-profit zones. 3. Optional adjustments for scalping RSI length / thresholds Shorter RSI (7–10) → faster response for scalping. Standard RSI (14) → smoother, fewer false signals. MA lengths Short-term: 20–50 Medium-term: 50–100 Long-term: 100–200 Can tweak for the timeframe you trade (1m, 5m, 15m). Timeframe VWAP works best on intraday charts (1m, 5m, 15m). Use higher timeframe (e.g., 15m or 1h) for trend direction and lower timeframe (1m–5m) for entries. 4. Example Scalping Setup Bullish setup (buy): Price above VWAP → VWAP green RSI > 50 and green shading Shorter MAs above longer MAs Enter on small pullback or breakout Stop: below nearest MA or VWAP Bearish setup (sell): Price below VWAP → VWAP red RSI < 50 and red shading Shorter MAs below longer MAs Enter on minor bounce or breakdown Stop: above nearest MA or VWAP 5. Visual cues summary Element Interpretation VWAP Green Price above VWAP → bullish trend VWAP Red Price below VWAP → bearish trend RSI Green Shading Bullish momentum aligns with VWAP RSI Red Shading Bearish momentum aligns with VWAP MA Alignment Trend strength (short above long = bullish, short below long = bearish)
Indicador Pine Script®
por Simon20cent
VWAP + 4 MAs with RSI Overlay & VWAP Alignment1. Understand the components VWAP (Volume Weighted Average Price) Green: price is above VWAP → bullish trend Red: price is below VWAP → bearish trend Blue: price exactly at VWAP → neutral Acts as a dynamic trend line and support/resistance. 4 Moving Averages (MA1–MA4) Customizable lengths and type (SMA or EMA). Useful for trend confirmation and dynamic support/resistance. Typically: MA1 = fastest (short-term) MA4 = slowest (long-term) When price is above multiple MAs → strong bullish trend; below → bearish trend. RSI Overlay with VWAP Alignment RSI line normalized to price scale. Background shading indicates momentum aligned with VWAP trend: Green shading: RSI > 50 and price above VWAP → bullish momentum Red shading: RSI < 50 and price below VWAP → bearish momentum Gray areas: neutral or momentum does not align with VWAP. 2. Basic usage workflow Trend Confirmation Look at VWAP color: price above → bullish, below → bearish. Check RSI + VWAP shading: green confirms bullish momentum, red confirms bearish momentum. Check MA alignment: shorter MAs above longer MAs = stronger bullish trend; vice versa for bearish. Entry Signals (Scalping) Long (Buy) Setup Price above VWAP (green) RSI green shading (RSI > 50) Shorter MAs above longer MAs (trend support) Short (Sell) Setup Price below VWAP (red) RSI red shading (RSI < 50) Shorter MAs below longer MAs Exits / Stops Exit if price closes against VWAP trend (e.g., price drops below VWAP during a bullish trade). Use nearest MA support/resistance as stop-loss or take-profit zones. 3. Optional adjustments for scalping RSI length / thresholds Shorter RSI (7–10) → faster response for scalping. Standard RSI (14) → smoother, fewer false signals. MA lengths Short-term: 20–50 Medium-term: 50–100 Long-term: 100–200 Can tweak for the timeframe you trade (1m, 5m, 15m). Timeframe VWAP works best on intraday charts (1m, 5m, 15m). Use higher timeframe (e.g., 15m or 1h) for trend direction and lower timeframe (1m–5m) for entries. 4. Example Scalping Setup Bullish setup (buy): Price above VWAP → VWAP green RSI > 50 and green shading Shorter MAs above longer MAs Enter on small pullback or breakout Stop: below nearest MA or VWAP Bearish setup (sell): Price below VWAP → VWAP red RSI < 50 and red shading Shorter MAs below longer MAs Enter on minor bounce or breakdown Stop: above nearest MA or VWAP 5. Visual cues summary Element Interpretation VWAP Green Price above VWAP → bullish trend VWAP Red Price below VWAP → bearish trend RSI Green Shading Bullish momentum aligns with VWAP RSI Red Shading Bearish momentum aligns with VWAP MA Alignment Trend strength (short above long = bullish, short below long = bearish)
Indicador Pine Script®
por Simon20cent
1
ueuito VWAP + VWAP Previous Day EndThis script is a fully featured VWAP indicator, based on the standard Volume-Weighted Average Price formula used by professional traders. It calculates the VWAP anchored to the selected period and also provides optional standard deviation or percentage-based bands. In addition to the traditional VWAP logic, this version introduces an important enhancement: ⭐ Previous Day VWAP Closing Line (New Feature) The script automatically calculates the final VWAP value of the previous trading day and plots it as a horizontal line at the start of each new session. This line remains visible throughout the current day, allowing traders to quickly identify where the market closed relative to the VWAP on the prior day. This added feature provides several advantages: Highlights a key institutional reference level that is often used for mean-reversion setups. Allows intraday traders to compare current price action with the previous session’s VWAP benchmark. Helps identify support/resistance behavior around the prior VWAP close. The line is customizable with options for: Color Width Style (solid, dashed, dotted) On/off toggle ✔ Summary of Features Standard VWAP calculation with optional session or custom anchors Three optional VWAP bands (standard deviation or percentage based) Fully configurable appearance settings Previous Day VWAP Closing Line added as a key enhancement Works on any intraday timeframe Automatically resets at the start of each trading session
Indicador Pine Script®
por ueuito